Lcomoment.correlation {lmomco} | R Documentation

## L-correlation Matrix (L-correlation through Sample L-comoments)

### Description

Compute the L-correlation from an L-comoment matrix of order k = 2. This function assumes that each matrix is already computed by the function `Lcomoment.matrix`.

### Usage

    Lcomoment.correlation(L2)

### Arguments

`L2` | A k = 2 L-comoment matrix from `Lcomoment.matrix(Dataframe,k=2)`.

### Details

L-correlation is computed by `Lcomoment.coefficients(L2,L2)` where `L2` is second order L-comoment matrix. The usual L-scale values as seen from `lmom.ub` or `lmoms` are along the diagonal. This function does not make use of `lmom.ub` or `lmoms` and can be used to verify computation of tau (coefficient of L-variation).

### Value

An R `list` is returned.

`type` | The type of L-comoment representation in the matrix: “Lcomoment.coefficients”.
`order` | The order of the matrix—extracted from the first matrix in arguments.
`matrix` | A k >= 2 L-comoment coefficient matrix.

### Note

The function begins with a capital letter. This is intentionally done so that lower case namespace is preserved. L-comoments are new in the literature and experimental in this package. By using a capital letter now, then `lcomoment.correlation` remains an available name in future releases.

### Author(s)

W.H. Asquith

### Source

Serfling and Xiao (2006).

### References

Serfling, R., and Xiao, P., 2006, Multivariate L-moments, preprint.

### See Also

`lmom.ub`, `Lcomoment.matrix`, `Lcomoment.correlation`

### Examples

    D   <- data.frame(X1=rnorm(30),X2=rnorm(30),X3=rnorm(30))
    L2  <- Lcomoment.matrix(D,k=2)
    RHO <- Lcomoment.correlation(L2)

[Package lmomco version 0.92 Index]